+437.3%
TTMI vs VICR
+331.1%
+106.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.9% | +0.9% | -2.2% |
| 7D | +7.5% | +1.3% | +6.2% | +7.1% |
| 30D | -4.5% | -11.9% | +7.5% | 0.0% |
| 3M | -28.5% | -35.1% | +6.6% | -16.9% |
| 6M | +28.4% | +8.1% | +20.2% | +22.0% |
| YTD | +80.1% | +67.8% | +12.3% | +45.8% |
| 1Y | +161.0% | +267.3% | -106.3% | +57.3% |
| 3Y | +862.4% | +191.2% | +671.2% | +463.5% |
| 5Y | +812.9% | +48.1% | +764.9% | +457.7% |
| 10Y | +1,094.7% | +1,546.1% | -451.4% | +132.6% |
| All | +437.3% | +331.1% | +106.2% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling